21 NBB report Towards JD 21 Jeanpalatenbbbe 0 Outline Overview of the recent developments Bugs IT improvements Statistical improvements Planned developments Short term 2016 Main tasks for the medium term 2017 ID: 772579
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2.1 NBB report Towards JD+ 2.1… Jean.palate@nbb.be
0. Outline Overview of the recent developments Bugs IT improvements Statistical improvements Planned developments Short term (2016) Main tasks for the medium term (2017) Proposal for a new release 2.1 Tutorials and documentation on Github JD+ on the NBB WEB site
1. Issues on Github
1.1 Bugs Description of the bug Importance Cost Milestones Status Stock trading days (output) in Tramo -Seats Low Low 2.1 Closed Errors in Seats diagnostics Medium Low 2.1 Closed Missing scales in some charts Low Low 2.1 Closed Missing labels in grids Low Low 2.1 Closed Creation of multiple workspace items Low Low 2.1 Pending User-defined regression variables in X12, Tramo -Seats Medium Medium 2.1 Closed AIC test in X12 (log/level) Medium Low 2.1 Closed Association of AR roots to trend/seasonal irregular in SEATS Medium Low 2.1 Closed Updating X13 in multi-documents High Low 2.1 Closed …
1.2 IT improvements Description of the issue Importance Cost Milestones Status Visualization of the regression variables Low Low 2.1 Closed Long/short names in output Low Low 2.1 Closed External string table for the specifications dialog boxes High Medium 2.1 Closed User-defined scaling in spectral analysis Low Low 2.1 Postponed Deployment of the new modules to the central repository of Maven instead of JoinUp Medium Low 2.1 Closed New ODBC provider High Medium 2.1 Closed
1.31 Statistical improvements (general) Description of the issue Importance Cost Milestones Status Settings of the diagnostics High High 2.1 Closed Reset of the diagnostics to the default values Medium Medium 2.1 In progress Forecasts panels in modeling algorithms Medium Low 2.1 Closed Multiple pre-specified outliers for the same period (+ new graphical interface) Medium Medium 2.1 Closed Julian Easter, holidays related to Julian Easter Medium High 2.1 Closed Forecasting/ backcasting module in Tramo (-Seats)/ X12 Medium Medium 2.1 Postponed Seasonality F-test with automatic model identification Low Medium 2.1 Closed Option for disabling preliminary checks (number of missing values…) Low Low 2.1 Closed
1.32 Statistical improvements (specific) Description of the issue Importance Cost Milestones Status Decomposition of the stationary variance of the series in different parts (S, I, TD…) in Tramo -Seats Medium Medium 2.1 Closed Tests on significant seasonal periods in Tramo -Seats Medium Low 2.1 Closed Standard deviations of the SA components ( Tramo -Seats) Medium Low 2.1 Closed X11: A9, D9a, adjust D11 Medium Low 2.1 BBk Excludefcst option in X11 Medium Low 2.1 BBk Backcasting in X11 Medium Low 2.1 Postponed Stock trading days (output) in X12 Medium Low 2.1 Closed Option for mixed models (AR/MA) in X12 Low Low 2.1 Closed Larger ARIMA models in X12 Low Low 2.1 Closed
2.1 Future developments (short term) Description of the issue Importance Cost Milestones Status Statistical Intermediate results in Tramo (-Seats) and X12 Medium Medium 2.x In progress Controlled current adjustment High High 2.x Quality report High High 2.x Forecasts/ backcasts in SEATS: use of the SEATS model or of the Tramo model Medium Medium 2.x Mean identification in RSA1 Medium Medium 2.x IT Saving/loading specifications to/from the workspace Low Medium 2.x Configurations files (output…) Medium Medium 2.x Locking the names of the regression variables and of the calendars Medium High 2.X (?) Bugs Conflicts between log transformation and model span Low Low 2.x Reload options for time series providers Medium High 2.X (?)
2.2 Main tasks for the medium term Description Importance Cost Milestones Status Java 8 High High 2.x, 3.0 (?) In progress Common RegArima modeling High High 3.0 New state space framework High High 2.x, 3.0 (?) In progress Specific module for the creation/analysis of trading days variables Medium High 3.0 SA comparison tool High High 3.0 ARIMA modelling: skipping approach in the case of many missing values Medium High 3.0
2.21 Focus on the upgrade to Java 8 Pros: New attractive language features New APIs (Date and Time, ...) Improved security Java 7 is no more publicly supported since April 2015 Available on all platforms Cons: Some organisations might still be locked to Java 7 No more ODBC driver (but a beta workaround is already available in JDemetra+)
3 Proposal for a new release (JD+ 2.1.0) Many improvements/corrections since JD+ 2.0 New plug-ins often need recent features Release Task Tentative schedule 2.1 End of the developments Creation of the release candidate 12/2016 Testing (SACE) 1-2/2016 Release 3/2016 2.x 12/2016 3.0 12/2017
4.1 Tutorials on Github JDemetra-hello ( https://github.com/nbbrd/jdemetra-hello ) Light Java applications Examples used during the last training for hobby developers JDemetra-cli ( https://github.com/nbbrd/jdemetra-cli ) Light command line tools JDemetra-tutorial ( https://github.com/nbbrd/jdemetra-tutorial ) NetBeans plug-ins Examples for user-defined output, quality report…
4.2 Documentation on Github
5. Other: JD+ on the NBB WEB site
6. Summary Two main questions? New release 2.1 ( after testing ) Upgrade to Java 8 for the following releases (2.2…)